Econometrics

Revision Notes

Econometrics: Revision Notes begins by describing the simple OLS regression model in both linear and matrix notation. All of the standard inferential tests such as t and F tests are fully explained, along with some tests for model specification.

This book then proceeds to thouroughly explain the definition, causes, consequences and remedies of the typical problems for regression models including multicollinearity, heteroskedsticity and autocorrelation.

Time series issues are then discussed with particular emphasis on time stationarity and unit root tests, cointegration and cointegration tests and error correction modeling.

It also offers an in depth illustration of panel data and instrumental variables.

Lastly, this book covers Logit and Probit models and introduces students to the problems of, and solutions to, sample selection bias.

Revision Notes in this Book

Econometrics: Revision Notes contains revision notes on the following topics: